HFT Software Developer – Junior & Senior Levels

About DeepFin Research

DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.

The Role

We are looking for exceptional HFT software engineers to build our HFT trading infrastructure across global finanacial markets, including different asset classes, end-to-end from the ground up. This will include working across connectivity, market data, execution, risk, and building high performance high throughput C++ systems.

Responsibilities

• Design, implement, and optimize ultra-low-latency, zero-allocation trading engines in modern C++.
• Develop and maintain market data handlers and execution gateways utilizing protocols like FIX, OUCH, ITCH, and raw UDP multicast.
• Optimize system critical paths through OS-level tuning, CPU pinning, cache-line optimization, and NUMA-aware programming.
• Interface with hardware-accelerated components, working alongside FPGA engineers to integrate PCIe/DMA data pipelines.
• Implement kernel-bypass networking solutions (e.g., Solarflare OpenOnload, DPDK) to minimize network stack latency.
• Collaborate directly with AI researchers and quantitative traders to deploy complex quantitative models into strict, latency-sensitive production environments.
• Work end-to-end on projects from the ground up – this is not a role to focus on specialised parts of the infrastructure stack, but rather to see projects through end-to-end.

Ideal Candidate Profile

• 1–3 years of experience in low-latency software engineering for Junior candidates; 3–10+ years for Senior candidates.
• Exceptional expertise in C++ with a deep understanding of lock-free data structures, custom memory allocators, and hardware architecture.
• Proven experience building systems in HFT or highly concurrent, real-time computing environments.
• Strong grasp of Linux internals, network programming (TCP/IP, UDP), and performance profiling tools (e.g., perf, VTune).
• Solid understanding of futures markets microstructure; exposure to FX and options markets is a strong plus.
• Entrepreneurial mindset with the communication skills required to thrive in a fast-paced, highly collaborative environment, preferring end-to-end ownership over extreme specialization.

HFT Quantitative Developer

About DeepFin Research

DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.

The Role

We are looking for exceptional quantitative developer with outstanding expertise at the intersection of quantitative research and C++ development to focus both on simulation and productionisation. This will include designing and building simulation across various financial markets, and taking high-frequency and mid-frequency alpha turning it into scalable, production-grade PnL across global exchanges.

Key Responsibilities

• Productionise research models into high-performance C++ systems used for live trading across multiple futures exchanges.
• Integrate and process L3/order-book data at scale, building and maintaining parsers, normalised book structures, and data pipelines.
• Develop and optimise execution logic, order placement strategies, queue-positioning logic, microstructure-aware order types, and latency-sensitive workflows.
• Collaborate closely with quant researchers to understand signals, model assumptions, and expected behaviours, ensuring seamless transition from prototypes into production code.
• Work with infra/engineering teams to deploy, monitor, and refine strategies in live environments; diagnose latency bottlenecks, instability, and performance drift.
• Build and maintain simulation/backtesting tools for microstructure-accurate evaluation of execution behaviour.
• Optional (desirable): support vol surface modelling, options execution logic, and cross-asset HFT monetisation.

Required Experience & Skills

• Must have Experience in HFT market making. 
• Outstanding C++ and Python expertise.
• Experience working with L3 and order-book data, market-data adapters, and high-throughput feed handling.
• Experience productionising HFT or mid-frequency strategies in live environments.
• Understanding of market microstructure: queue dynamics, adverse selection, order types, latency paths, tick-rule details.
• Ability to operate across both research and engineering disciplines: reading model code, understanding signals, and implementing robust production systems.
• Options experience is desirable
• FPGA experience is desirable